When air changes temperature, it also changes refractive index. So, light rays bend as they pass through hot or cool patches of air. This is a photo of a jet of cool compressed air (top right) as it passes through the hot air plume above a small candle (bottom).
The technique used to make this photo is called schlieren photography. A small point light source, in this case an LED light covered by a strip of tin foil punctured with a pin, illuminates a concave mirror. Directly in front of the mirror is the hot or cold object, in this case a candle. Light refracts through the candle, strikes the mirror, and is refocused to a point, where the light is partially blocked by the edge of a razor. A camera is placed directly behind the razor. Light that has been refracted to the left or the right appears brighter or darker in the final image, since more or less of the light makes it past the razor edge. This method is used in research to study heat convection, shock waves, sound waves, and other refractive phenomena.